CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 02-Oct-2013

Day Change Summary
	Previous	Current
	01-Oct-2013	02-Oct-2013	Change	Change %	Previous Week
Open	0.9678	0.9661	-0.0017	-0.2%	0.9685
High	0.9702	0.9668	-0.0034	-0.4%	0.9723
Low	0.9656	0.9637	-0.0019	-0.2%	0.9651
Close	0.9665	0.9661	-0.0004	0.0%	0.9689
Range	0.0046	0.0031	-0.0015	-32.6%	0.0072
ATR	0.0050	0.0049	-0.0001	-2.7%	0.0000
Volume	49,848	49,425	-423	-0.8%	194,724

Daily Pivots for day following 02-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9748	0.9736	0.9678
R3	0.9717	0.9705	0.9670
R2	0.9686	0.9686	0.9667
R1	0.9674	0.9674	0.9664	0.9677
PP	0.9655	0.9655	0.9655	0.9657
S1	0.9643	0.9643	0.9658	0.9646
S2	0.9624	0.9624	0.9655
S3	0.9593	0.9612	0.9652
S4	0.9562	0.9581	0.9644

Weekly Pivots for week ending 27-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9904	0.9868	0.9729
R3	0.9832	0.9796	0.9709
R2	0.9760	0.9760	0.9702
R1	0.9724	0.9724	0.9696	0.9742
PP	0.9688	0.9688	0.9688	0.9697
S1	0.9652	0.9652	0.9682	0.9670
S2	0.9616	0.9616	0.9676
S3	0.9544	0.9580	0.9669
S4	0.9472	0.9508	0.9649

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9725	0.9637	0.0088	0.9%	0.0039	0.4%	27%	False	True	43,100
10	0.9799	0.9637	0.0162	1.7%	0.0043	0.4%	15%	False	True	46,893
20	0.9799	0.9487	0.0312	3.2%	0.0050	0.5%	56%	False	False	40,693
40	0.9799	0.9437	0.0362	3.7%	0.0052	0.5%	62%	False	False	20,977
60	0.9799	0.9437	0.0362	3.7%	0.0052	0.5%	62%	False	False	14,090
80	0.9822	0.9390	0.0432	4.5%	0.0054	0.6%	63%	False	False	10,665
100	0.9865	0.9390	0.0475	4.9%	0.0057	0.6%	57%	False	False	8,577
120	0.9924	0.9390	0.0534	5.5%	0.0054	0.6%	51%	False	False	7,171

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9800
2.618	0.9749
1.618	0.9718
1.000	0.9699
0.618	0.9687
HIGH	0.9668
0.618	0.9656
0.500	0.9653
0.382	0.9649
LOW	0.9637
0.618	0.9618
1.000	0.9606
1.618	0.9587
2.618	0.9556
4.250	0.9505

Fisher Pivots for day following 02-Oct-2013
Pivot	1 day	3 day
R1	0.9658	0.9681
PP	0.9655	0.9674
S1	0.9653	0.9668

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These figures are updated between 7pm and 10pm EST after a trading day.

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